回测周期: 2024-12-21 15:30:00+00:00 至 2026-02-18 14:00:00+00:00
| 开仓时间 | 平仓时间 | 开仓价 | 平仓价 | 数量 | 盈亏 | 平仓原因 |
|---|---|---|---|---|---|---|
| 2024-12-23 02:30:00+00:00 | 2024-12-23 14:30:00+00:00 | 3281.41 | 3311.47 | 1.5237 | 227.00 | signal |
| 2024-12-23 17:00:00+00:00 | 2024-12-23 18:30:00+00:00 | 3369.95 | 3303.90 | 1.5171 | -503.02 | signal |
| 2024-12-25 10:00:00+00:00 | 2024-12-25 11:30:00+00:00 | 3535.01 | 3469.63 | 1.3748 | -451.33 | signal |
| 2024-12-27 09:00:00+00:00 | 2025-01-06 00:30:00+00:00 | 3418.11 | 3620.57 | 1.3555 | 1370.23 | signal |
| 2025-01-06 14:30:00+00:00 | 2025-01-10 13:30:00+00:00 | 3684.50 | 3243.15 | 1.4432 | -3186.68 | signal |
| 2025-01-15 13:30:00+00:00 | 2025-01-16 00:00:00+00:00 | 3297.01 | 3421.21 | 1.1292 | 699.71 | signal |
| 2025-01-17 01:00:00+00:00 | 2025-01-17 13:30:00+00:00 | 3339.99 | 3400.80 | 1.2192 | 369.05 | signal |
| 2025-01-17 20:00:00+00:00 | 2025-01-19 21:00:00+00:00 | 3490.84 | 3250.00 | 1.2192 | -1469.71 | signal |
| 2025-01-22 00:30:00+00:00 | 2025-01-22 13:30:00+00:00 | 3361.48 | 3283.32 | 1.0472 | -410.63 | signal |
| 2025-01-23 20:00:00+00:00 | 2025-01-26 21:30:00+00:00 | 3282.22 | 3295.00 | 1.0097 | 63.19 | signal |
| 2025-01-27 11:00:00+00:00 | 2025-01-29 19:00:00+00:00 | 3065.57 | 3057.80 | 1.0912 | -43.73 | signal |
| 2025-01-29 19:30:00+00:00 | 2025-01-30 00:00:00+00:00 | 3125.08 | 3100.45 | 1.0632 | -132.25 | signal |
| 2025-01-30 01:00:00+00:00 | 2025-01-30 18:00:00+00:00 | 3141.90 | 3260.11 | 1.0363 | 611.13 | signal |
| 2025-01-31 07:00:00+00:00 | 2025-01-31 18:00:00+00:00 | 3263.55 | 3345.82 | 1.0911 | 447.35 | signal |
| 2025-02-02 01:30:00+00:00 | 2025-02-02 16:30:00+00:00 | 3151.46 | 3014.70 | 1.2006 | -822.43 | signal |
| 2025-02-05 21:30:00+00:00 | 2025-02-07 15:30:00+00:00 | 2785.85 | 2720.33 | 1.2103 | -397.81 | signal |
| 2025-02-10 00:00:00+00:00 | 2025-02-10 01:30:00+00:00 | 2641.15 | 2573.21 | 1.2010 | -409.23 | signal |
| 2025-02-10 03:30:00+00:00 | 2025-02-12 14:00:00+00:00 | 2624.72 | 2569.29 | 1.1304 | -314.44 | signal |
| 2025-02-12 16:30:00+00:00 | 2025-02-17 16:00:00+00:00 | 2647.68 | 2726.21 | 1.0610 | 415.43 | signal |
| 2025-02-18 09:30:00+00:00 | 2025-02-20 21:30:00+00:00 | 2696.11 | 2724.81 | 1.1187 | 159.32 | signal |
| 2025-02-22 00:00:00+00:00 | 2025-02-24 22:00:00+00:00 | 2659.53 | 2580.80 | 1.1638 | -459.35 | signal |
| 2025-02-26 22:00:00+00:00 | 2025-02-28 01:30:00+00:00 | 2348.35 | 2192.59 | 1.2200 | -951.21 | signal |
| 2025-02-28 09:00:00+00:00 | 2025-03-01 06:00:00+00:00 | 2142.91 | 2237.29 | 1.1148 | 525.05 | signal |
| 2025-03-01 16:30:00+00:00 | 2025-03-03 00:00:00+00:00 | 2209.01 | 2487.35 | 1.2000 | 1668.88 | signal |
| 2025-03-03 23:30:00+00:00 | 2025-03-04 16:00:00+00:00 | 2148.22 | 2023.80 | 1.6222 | -1010.46 | signal |
| 2025-03-11 01:30:00+00:00 | 2025-03-11 14:00:00+00:00 | 1857.24 | 1871.13 | 1.6039 | 110.19 | signal |
| 2025-03-12 07:30:00+00:00 | 2025-03-12 14:00:00+00:00 | 1910.47 | 1876.65 | 1.5877 | -269.68 | signal |
| 2025-03-13 09:30:00+00:00 | 2025-04-04 10:30:00+00:00 | 1890.01 | 1782.80 | 1.5333 | -823.00 | signal |
| 2025-04-07 01:00:00+00:00 | 2025-04-07 06:30:00+00:00 | 1608.23 | 1430.48 | 1.5457 | -1374.61 | signal |
| 2025-04-07 09:00:00+00:00 | 2025-04-09 01:00:00+00:00 | 1493.30 | 1396.81 | 1.2041 | -581.57 | signal |
| 2025-04-09 04:30:00+00:00 | 2025-04-10 00:00:00+00:00 | 1439.74 | 1652.07 | 1.0466 | 1110.46 | signal |
| 2025-04-14 00:00:00+00:00 | 2025-04-30 12:30:00+00:00 | 1622.24 | 1774.28 | 1.2710 | 965.28 | signal |
| 2025-05-10 06:00:00+00:00 | 2025-05-12 11:30:00+00:00 | 2372.06 | 2529.34 | 1.0725 | 842.33 | signal |
| 2025-05-14 18:30:00+00:00 | 2025-05-15 14:00:00+00:00 | 2612.49 | 2514.79 | 1.1348 | -555.50 | signal |
| 2025-05-15 15:30:00+00:00 | 2025-05-16 12:30:00+00:00 | 2562.90 | 2597.40 | 1.0482 | 179.72 | signal |
| 2025-05-18 13:30:00+00:00 | 2025-05-18 17:30:00+00:00 | 2541.19 | 2488.59 | 1.0923 | -288.35 | signal |
| 2025-05-18 23:30:00+00:00 | 2025-05-19 02:00:00+00:00 | 2496.98 | 2408.15 | 1.0536 | -468.99 | signal |
| 2025-05-20 19:30:00+00:00 | 2025-05-21 08:00:00+00:00 | 2500.25 | 2551.45 | 0.9583 | 244.34 | signal |
| 2025-05-21 14:30:00+00:00 | 2025-05-21 17:00:00+00:00 | 2579.34 | 2476.71 | 0.9761 | -501.83 | signal |
| 2025-05-27 04:00:00+00:00 | 2025-05-30 22:30:00+00:00 | 2558.25 | 2525.52 | 0.8858 | -145.86 | signal |
| 2025-05-31 04:00:00+00:00 | 2025-06-03 03:30:00+00:00 | 2518.45 | 2602.38 | 0.8707 | 364.48 | signal |
| 2025-06-06 02:30:00+00:00 | 2025-06-11 01:00:00+00:00 | 2434.50 | 2787.82 | 0.9754 | 1722.04 | signal |
| 2025-06-11 13:00:00+00:00 | 2025-06-11 18:30:00+00:00 | 2815.95 | 2820.61 | 1.1489 | 25.47 | signal |
| 2025-06-13 05:30:00+00:00 | 2025-06-16 11:00:00+00:00 | 2505.45 | 2596.95 | 1.2961 | 591.60 | signal |
| 2025-06-17 19:00:00+00:00 | 2025-06-18 10:00:00+00:00 | 2532.14 | 2514.27 | 1.3990 | -126.40 | signal |
| 2025-06-21 00:00:00+00:00 | 2025-06-21 14:00:00+00:00 | 2412.08 | 2416.88 | 1.4421 | 33.22 | signal |
| 2025-06-22 20:30:00+00:00 | 2025-06-23 15:30:00+00:00 | 2186.77 | 2247.17 | 1.5980 | 481.15 | signal |
| 2025-06-23 18:00:00+00:00 | 2025-06-24 18:30:00+00:00 | 2282.94 | 2434.12 | 1.6357 | 1234.85 | signal |
| 2025-06-29 22:00:00+00:00 | 2025-07-02 23:00:00+00:00 | 2478.00 | 2586.95 | 1.7558 | 954.67 | signal |
| 2025-07-15 06:00:00+00:00 | 2025-07-15 20:30:00+00:00 | 2977.20 | 3041.06 | 1.6215 | 515.76 | signal |
| 2025-07-17 06:30:00+00:00 | 2025-07-17 11:30:00+00:00 | 3441.11 | 3434.69 | 1.4775 | -49.46 | signal |
| 2025-07-17 21:00:00+00:00 | 2025-07-18 07:30:00+00:00 | 3480.62 | 3607.10 | 1.4534 | 917.00 | signal |
| 2025-07-22 01:30:00+00:00 | 2025-07-24 05:00:00+00:00 | 3793.76 | 3578.30 | 1.4540 | -1568.46 | signal |
| 2025-07-24 08:30:00+00:00 | 2025-07-25 14:30:00+00:00 | 3632.84 | 3627.46 | 1.3022 | -36.92 | signal |
| 2025-07-25 20:30:00+00:00 | 2025-07-28 01:30:00+00:00 | 3683.58 | 3848.65 | 1.2790 | 1053.66 | signal |
| 2025-07-29 03:00:00+00:00 | 2025-07-30 09:00:00+00:00 | 3782.31 | 3794.58 | 1.3847 | 82.85 | signal |
| 2025-07-30 23:00:00+00:00 | 2025-08-04 05:00:00+00:00 | 3787.10 | 3528.30 | 1.3936 | -1805.24 | signal |
| 2025-08-05 10:30:00+00:00 | 2025-08-05 12:30:00+00:00 | 3680.92 | 3626.88 | 1.1883 | -322.79 | signal |
| 2025-08-08 13:30:00+00:00 | 2025-08-10 21:00:00+00:00 | 3998.95 | 4194.97 | 1.0532 | 1030.46 | signal |
| 2025-08-12 01:00:00+00:00 | 2025-08-16 10:00:00+00:00 | 4281.00 | 4395.94 | 1.1040 | 632.50 | signal |
| 2025-08-18 09:30:00+00:00 | 2025-08-19 14:30:00+00:00 | 4291.26 | 4190.24 | 1.1748 | -595.36 | signal |
| 2025-08-20 02:00:00+00:00 | 2025-08-22 10:30:00+00:00 | 4134.87 | 4294.64 | 1.1470 | 914.30 | signal |
| 2025-08-22 14:00:00+00:00 | 2025-08-22 22:30:00+00:00 | 4576.15 | 4809.88 | 1.1361 | 1325.49 | signal |
| 2025-08-24 14:00:00+00:00 | 2025-08-24 20:30:00+00:00 | 4778.74 | 4784.63 | 1.2264 | 33.77 | signal |
| 2025-08-25 12:00:00+00:00 | 2025-08-27 00:00:00+00:00 | 4619.91 | 4588.00 | 1.2719 | -205.27 | signal |
| 2025-08-27 14:00:00+00:00 | 2025-08-28 13:30:00+00:00 | 4630.50 | 4572.84 | 1.2466 | -361.68 | signal |
| 2025-08-28 22:00:00+00:00 | 2025-08-29 14:00:00+00:00 | 4504.13 | 4294.92 | 1.2412 | -1300.47 | signal |
| 2025-08-29 16:00:00+00:00 | 2025-08-30 01:30:00+00:00 | 4331.59 | 4262.93 | 1.1403 | -393.39 | signal |
| 2025-09-02 21:00:00+00:00 | 2025-09-03 20:00:00+00:00 | 4308.73 | 4465.91 | 1.1004 | 862.85 | signal |
| 2025-09-04 10:00:00+00:00 | 2025-09-04 14:00:00+00:00 | 4406.63 | 4349.99 | 1.1737 | -334.42 | signal |
| 2025-09-05 20:30:00+00:00 | 2025-09-06 15:00:00+00:00 | 4336.24 | 4277.09 | 1.1539 | -343.24 | signal |
| 2025-09-08 09:00:00+00:00 | 2025-09-08 17:30:00+00:00 | 4318.75 | 4309.27 | 1.1186 | -54.95 | signal |
| 2025-09-11 12:00:00+00:00 | 2025-09-11 12:30:00+00:00 | 4471.68 | 4424.45 | 1.0740 | -255.53 | signal |
| 2025-09-12 16:00:00+00:00 | 2025-09-14 07:30:00+00:00 | 4567.30 | 4648.81 | 1.0233 | 415.16 | signal |
| 2025-09-15 17:30:00+00:00 | 2025-09-17 04:00:00+00:00 | 4507.52 | 4485.90 | 1.0827 | -118.99 | signal |
| 2025-09-17 06:30:00+00:00 | 2025-09-18 05:00:00+00:00 | 4543.61 | 4589.39 | 1.0608 | 240.88 | signal |
| 2025-09-19 01:00:00+00:00 | 2025-09-19 15:00:00+00:00 | 4615.00 | 4466.01 | 1.0703 | -799.24 | signal |
| 2025-09-24 06:00:00+00:00 | 2025-09-24 13:30:00+00:00 | 4171.21 | 4148.50 | 1.0881 | -125.37 | signal |
| 2025-09-24 14:30:00+00:00 | 2025-09-25 12:00:00+00:00 | 4191.77 | 3939.93 | 1.0676 | -1346.06 | signal |
| 2025-09-25 13:00:00+00:00 | 2025-09-29 03:00:00+00:00 | 4001.36 | 4109.72 | 0.9500 | 513.16 | signal |
| 2025-10-01 08:00:00+00:00 | 2025-10-01 17:00:00+00:00 | 4164.78 | 4317.00 | 0.9742 | 739.76 | signal |
| 2025-10-02 01:30:00+00:00 | 2025-10-04 14:30:00+00:00 | 4390.86 | 4468.26 | 1.0081 | 388.32 | signal |
| 2025-10-07 11:30:00+00:00 | 2025-10-07 14:00:00+00:00 | 4706.44 | 4628.01 | 0.9815 | -386.73 | signal |
| 2025-10-08 16:30:00+00:00 | 2025-10-09 15:00:00+00:00 | 4494.55 | 4314.54 | 0.9846 | -887.87 | signal |
| 2025-10-09 18:00:00+00:00 | 2025-10-10 14:30:00+00:00 | 4323.40 | 4277.71 | 0.9207 | -211.90 | signal |
| 2025-10-12 02:00:00+00:00 | 2025-10-12 13:00:00+00:00 | 3734.68 | 3812.80 | 1.0372 | 403.56 | signal |
| 2025-10-12 14:30:00+00:00 | 2025-10-12 22:00:00+00:00 | 3973.44 | 4125.65 | 1.0255 | 778.75 | signal |
| 2025-10-13 16:30:00+00:00 | 2025-10-15 01:00:00+00:00 | 4163.52 | 4084.62 | 1.0720 | -424.65 | signal |
| 2025-10-15 08:00:00+00:00 | 2025-10-16 14:00:00+00:00 | 4172.37 | 3993.91 | 1.0186 | -910.54 | signal |
| 2025-10-17 12:00:00+00:00 | 2025-10-21 20:00:00+00:00 | 3785.53 | 3950.55 | 1.0022 | 825.34 | signal |
| 2025-10-22 12:00:00+00:00 | 2025-10-23 11:30:00+00:00 | 3842.71 | 3861.86 | 1.0945 | 103.11 | signal |
| 2025-10-23 16:30:00+00:00 | 2025-10-23 19:00:00+00:00 | 3916.36 | 3866.24 | 1.0869 | -274.05 | signal |
| 2025-10-25 18:30:00+00:00 | 2025-10-27 07:00:00+00:00 | 3958.21 | 4220.00 | 1.0405 | 1360.26 | signal |
| 2025-10-27 16:30:00+00:00 | 2025-10-27 20:00:00+00:00 | 4212.00 | 4149.77 | 1.1391 | -356.33 | signal |
| 2025-10-29 02:00:00+00:00 | 2025-10-29 18:30:00+00:00 | 3992.66 | 3915.29 | 1.1568 | -449.33 | signal |
| 2025-10-30 21:00:00+00:00 | 2025-11-02 09:30:00+00:00 | 3753.35 | 3870.77 | 1.1705 | 685.38 | signal |
| 2025-11-04 11:30:00+00:00 | 2025-11-05 22:00:00+00:00 | 3527.78 | 3419.57 | 1.3422 | -728.05 | signal |
| 2025-11-07 15:00:00+00:00 | 2025-11-08 00:00:00+00:00 | 3308.33 | 3424.86 | 1.3209 | 767.84 | signal |
| 2025-11-09 05:00:00+00:00 | 2025-11-11 05:00:00+00:00 | 3405.24 | 3562.72 | 1.3958 | 1097.09 | signal |
| 2025-11-13 23:00:00+00:00 | 2025-11-14 20:30:00+00:00 | 3252.36 | 3136.22 | 1.6298 | -948.48 | signal |
| 2025-11-16 02:30:00+00:00 | 2025-11-16 11:00:00+00:00 | 3202.04 | 3171.54 | 1.5070 | -231.73 | signal |
| 2025-11-19 21:00:00+00:00 | 2025-11-22 08:00:00+00:00 | 2968.82 | 2727.88 | 1.5860 | -1912.41 | signal |
| 2025-11-22 14:00:00+00:00 | 2025-11-23 14:30:00+00:00 | 2743.82 | 2813.55 | 1.3672 | 475.15 | signal |
| 2025-11-24 14:30:00+00:00 | 2025-11-26 03:30:00+00:00 | 2831.16 | 2925.54 | 1.4087 | 663.12 | signal |
| 2025-12-03 06:00:00+00:00 | 2025-12-04 04:00:00+00:00 | 3082.13 | 3206.15 | 1.4013 | 867.16 | signal |
| 2025-12-07 16:30:00+00:00 | 2025-12-07 22:00:00+00:00 | 3038.51 | 3044.00 | 1.5638 | 41.02 | signal |
| 2025-12-08 02:30:00+00:00 | 2025-12-09 21:30:00+00:00 | 3108.35 | 3300.57 | 1.5350 | 1473.27 | signal |
| 2025-12-15 22:30:00+00:00 | 2025-12-17 16:00:00+00:00 | 2950.63 | 2847.04 | 1.8664 | -968.82 | signal |
| 2025-12-26 02:00:00+00:00 | 2026-01-06 17:00:00+00:00 | 2979.99 | 3247.53 | 1.6851 | 2251.93 | signal |
| 2026-01-06 21:00:00+00:00 | 2026-01-08 06:00:00+00:00 | 3281.55 | 3116.64 | 1.8730 | -1546.75 | signal |
| 2026-01-09 15:00:00+00:00 | 2026-01-12 07:30:00+00:00 | 3129.04 | 3133.96 | 1.7168 | 40.08 | signal |
| 2026-01-20 20:30:00+00:00 | 2026-01-23 20:30:00+00:00 | 3005.63 | 2938.87 | 1.7936 | -600.80 | signal |
| 2026-01-26 00:00:00+00:00 | 2026-01-28 14:30:00+00:00 | 2831.86 | 3011.60 | 1.7972 | 1612.96 | signal |
| 2026-01-30 18:30:00+00:00 | 2026-02-01 23:00:00+00:00 | 2739.26 | 2255.98 | 2.1520 | -5201.96 | signal |
| 2026-02-02 00:00:00+00:00 | 2026-02-02 03:00:00+00:00 | 2312.10 | 2170.85 | 1.4241 | -1007.00 | signal |
| 2026-02-02 07:30:00+00:00 | 2026-02-03 14:30:00+00:00 | 2227.57 | 2255.66 | 1.2518 | 174.69 | signal |
| 2026-02-03 20:30:00+00:00 | 2026-02-08 15:00:00+00:00 | 2298.93 | 2101.54 | 1.2507 | -1235.43 | signal |
| 2026-02-09 14:30:00+00:00 | 2026-02-09 23:30:00+00:00 | 2042.39 | 2103.96 | 1.1051 | 339.27 | signal |